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Trade: KAVA/USDT/360/VWAP/WMA/5941

Strategy
KAVA/USDT/360/VWAP/WMA/5941
Pair
KAVA_USDT
Interval
6h
Score
376257
Daily Profit
0.187710
Profit Factor
1.449466
Profitability
48.790323
Streak
0.000000
Best Strategy
Training Data Length
2175.250000
Evaluation Time
2025-10-08 08:31
Expiration Time
2025-12-12 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408316.3862 304576.5255 103739.8608 259477.9571 457248.5289 -197770.5718
Total P&L (%) 408.3164 304.5765 103.7399 259.478 457.2485 -197.7706
Avg Daily Profit (%) 0.1877 0.14 0.0477 0.0588 0.079 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144358 -103553 -92824 -1211241 -943376 -1008956
Profit Factor 1.4495 1.7577 1.2048 1.0386 1.1596 0.9487
Total Trades 248 124 124 248 124 124
Winning Trades 121 55 66 121 55 66
Losing Trades 127 69 58 127 69 58
Profitability (%) 48.7903 44.3548 53.2258 48.7903 44.3548 53.2258
Ratio Avg Win / Avg Loss 1.5213 2.2051 1.0588 1.0901 1.4548 0.8337
Largest Winning Trade 134136 134136 52458 377903 377903 361079
Largest Losing Trade -40252 -31283 -40252 -565118 -419770 -565118
Avg Bars in Trades 34 31 37 34 31 37
Avg Bars in Winners 42 38 45 42 38 45
Avg Bars in Losers 26 24 27 26 24 27
Bars Traded 8451 3849 4602 8451 3849 4602
Profit Streak 0 0 72.7302 0 0 72.7302
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376257 -5201 -128556 -291602 -134859 -579618
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8701,
    "evaluation_days": 2175.25,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575158400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759901492840,
    "expiration_time": 1765519848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 128
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            408316.3862147391,
            304576.5254637961,
            103739.8607509431,
            259477.9571030182,
            457248.5288881488,
            -197770.5717851305
        ],
        [
            408.316386,
            304.576525,
            103.739861,
            259.477957,
            457.248529,
            -197.770572
        ],
        [
            0.18771,
            0.140019,
            0.047691,
            0.058837,
            0.079003,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144358,
            -103553,
            -92824,
            -1211241,
            -943376,
            -1008956
        ],
        [
            1.449466,
            1.75769,
            1.20483,
            1.038595,
            1.159597,
            0.948738
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            121,
            55,
            66,
            121,
            55,
            66
        ],
        [
            127,
            69,
            58,
            127,
            69,
            58
        ],
        [
            48.790323,
            44.354839,
            53.225806,
            48.790323,
            44.354839,
            53.225806
        ],
        [
            1.52134,
            2.205102,
            1.05879,
            1.090096,
            1.454767,
            0.83374
        ],
        [
            134136,
            134136,
            52458,
            377903,
            377903,
            361079
        ],
        [
            -40252,
            -31283,
            -40252,
            -565118,
            -419770,
            -565118
        ],
        [
            34,
            31,
            37,
            34,
            31,
            37
        ],
        [
            42,
            38,
            45,
            42,
            38,
            45
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            8451,
            3849,
            4602,
            8451,
            3849,
            4602
        ],
        [
            0,
            0,
            72.730241,
            0,
            0,
            72.730241
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376257,
            -5201,
            -128556,
            -291602,
            -134859,
            -579618
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8701,
    "evaluation_days": 2175.25,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575158400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759901492840,
    "expiration_time": 1765519848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 128
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)